General Information

This document provides you with key information about this investment product. It is not marketing material. The information is required by law to help you understand the nature, riks, costs, potential gains and losses of this product and to help you compare it with other products.

Name Europe Strategic Value Fund
RHP 5 Years
Data Frequency daily

Parameters of the distribution

  Value
Volatility 0.0101
Skewness -0.717
Excess Kurtosis 7.341

Market Risk

  Exit in 1Y Exit at RHP/2 Exit at RHP
Stress Sigma 0.025 0.015 0.015
VaR -0.35 -0.62 -0.81
VEV 0.17 0.17 0.17
MRM 4 4 4
Favorable Scenario +35.9 % +90.8 % +155.0 %
Moderate Scenario +9.5 % +31.2 % +57.2 %
Unfavorable Scenario -11.9 % -10.0 % -3.4 %
Stress Scenario -64.2 % -53.0 % -63.5 %

Credit Risk, Liquidity Risk and Costs

The elements of this section lack of the necessary data; therefore, the results are only shown as an example.

Credit and liquidity ristk

  Value ( Example values )
Credit Quality Step 3
Credit Risk Measure 3
Summary Risk Indicator 4
Liquidity liquidity risk

Costs

One-off costs ( Example Values )
Entry Costs 1.00 %
Exit Costs 1.00 %
Ongoing costs ( Example Values )
Porfolio Transaction Costs 1.20 %
Other ongoing costs 1.40 %
Incidental costs ( Example Values )
Performance fees 0.50 %
Carried interests 0.50 %

Total costs

  Exit in 1Y Exit at RHP/2 Exit at RHP
Total costs 13.60 % 6.90 % 5.60 %
Impact on return per year ( based on the moderate scenario ) -4.60 % 2.07 % 3.33 %

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